Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
16.12.2016 | 1.80% | 0.55 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 109'892 | 111'892 | 94.06% | 94.06% |
15.12.2016 | 1.80% | 0.57 | 0.58 | 200'000 | 200'000 | 200'000 | 200'000 | 110'181 | 112'181 | 99.20% | 99.20% |
14.12.2016 | 1.88% | 0.51 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 105'601 | 107'601 | 99.92% | 99.92% |
13.12.2016 | 1.84% | 0.54 | 0.55 | 225'000 | 225'000 | 225'000 | 225'000 | 120'980 | 123'230 | 100.00% | 100.00% |
12.12.2016 | 1.93% | 0.52 | 0.53 | 225'000 | 225'000 | 225'000 | 225'000 | 115'606 | 117'856 | 97.75% | 97.75% |
09.12.2016 | 1.99% | 0.51 | 0.52 | 225'000 | 225'000 | 225'000 | 225'000 | 111'752 | 114'002 | 99.38% | 99.38% |
08.12.2016 | 2.13% | 0.53 | 0.54 | 225'000 | 225'000 | 225'000 | 225'000 | 105'259 | 107'509 | 97.80% | 97.80% |
07.12.2016 | 2.52% | 0.39 | 0.40 | 225'000 | 225'000 | 225'000 | 225'000 | 88'284 | 90'534 | 100.00% | 100.00% |
06.12.2016 | 3.63% | 0.31 | 0.32 | 225'000 | 225'000 | 224'766 | 224'766 | 61'124 | 63'372 | 99.75% | 99.75% |